For the shells, combine the flour, sugar, cocoa, cinnamon, and salt in the bowl of an electric mixer. Stir in the oil, vinegar, and enough wine to make a soft dough. Turn the dough onto a lightly floured surface and knead until smooth and well blended, about 2 minutes. Shape the dough into a ball and cover with plastic wrap and put in the fridge overnight.
Cut the dough into 2 pieces and keep half of the dough covered while you work. On a floured counter, roll the dough super think – about 1/16 to 1/8″ thick (an area of about 13″x18″). Cut out circles with a cutter or glass (depending on what size you want your cannolis) and distort the shape a little to make ovals.
Oil the outside of the cannoli forms and wrap the ovals of dough around the forms, sealing the edges with the egg white.
In a deep heavy saucepan, pour enough oil to reach a depth of 3″. Heat the oil to 375 degrees and have a tray lined with paper towels ready to go.
Carefully lower a few of the cannoli forms into the hot oil (do not crowd the pan). Fry the shells until golden, about 2 minutes ,turning them so they brown evenly.
Lift the cannoli form with a set of tongs or a slotted spoon and allow excess oil to drip down before transferring to a the tray.
Repeat with remaining dough and if you’re reusing the cannoli forms, I ran them under cold water in a collinder so they were cool enough to handle again
You can store the shells in an airtight container for a up to a few days before filling (you want to fill them right before you serve them so the shells don’t get soggy!)
Melt chocolate in a deep dish and dip ends of shells. Place on a parchment paper-lined tray until ready to fill.
For the filling, cream together the ricotta, mascarpone, confectioners’ sugar, and cinnamon in the bowl of an electric mixer. Cover and refrigerate until ready to use.
Fit a pastry bag with a medium-sized star tip and fill cannoli forms as desired.